pii: Predictive Information Index (PII)

In piiR: Predictive Information Index ('PII')

Predictive Information Index (PII)

Description

Computes the Predictive Information Index using one of three methods: "r2" (R-squared ratio), "rm" (RMSE-based), or "v" (variance ratio).

Usage

pii(full_preds, score_preds, type = c("r2", "rm", "v"))

Arguments

full_preds	Predicted values from the full (benchmark) model.
score_preds	Predicted values from the score-based model.
type	Type of PII to compute: "r2", "rm", or "v".

Value

A numeric value between 0 and 1.

Examples

full <- rnorm(100)
score <- full + rnorm(100, sd = 0.5)
pii(full, score, type = "rm")

piiR documentation built on April 11, 2025, 5:50 p.m.